Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50809.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45257.21 Kr¶

PnL: ---------------------------------------> -320.38 Kr¶

DD now: ---------------------------------> -4.351 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:01:36.396847'

Anic Portfolio¶

Today¶

Return: 0.114 %¶

This Week¶

Return: 0.114 %¶

Total portfolio value¶

Return including deposits: 66.337 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.680000 3429.400000 18.200000 0.530000 3411.200000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Hexatronic Group 15 2.570000 1077.900000 10.200000 0.960000 1067.700000
Sagax B 4 -1.020000 893.200000 10.000000 1.130000 883.200000
Atrium Ljungberg B 5 0.220000 910.500000 9.000000 1.000000 901.500000
Latour B 4 -2.270000 860.800000 6.800000 0.800000 854.000000
JM 7 -0.800000 954.100000 6.300000 0.660000 947.800000
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Gränges 10 4.720000 1042.000000 6.000000 0.580000 1036.000000
Vitec Software Group B 2 -1.780000 1106.000000 5.000000 0.450000 1101.000000
OX2 12 -2.570000 911.400000 4.800000 0.530000 906.600000
Addnode Group B 7 -2.040000 907.200000 4.200000 0.470000 903.000000
EQT 4 -1.260000 874.400000 3.600000 0.410000 870.800000
ASSA ABLOY B 4 -1.110000 994.400000 3.600000 0.360000 990.800000
BioGaia B 8 -1.310000 905.600000 3.200000 0.350000 902.400000
HEXPOL B 8 -0.830000 956.800000 1.600000 0.170000 955.200000
Sandvik 4 -1.400000 846.400000 0.800000 0.090000 845.600000
Byggmax Group 33 -1.480000 965.580000 0.660000 0.070000 964.920000
Catena 2 0.250000 804.000000 0.400000 0.050000 803.600000
Hennes & Mauritz B 6 -1.100000 910.200000 0.240000 0.030000 909.960000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Alimak Group 12 -0.120000 1004.400000 0.000000 0.000000 1004.400000
Biotage 1 -6.780000 147.100000 -0.400000 -0.270000 147.500000
Orrön Energy 170 -3.190000 2040.000000 -0.850000 -0.040000 2040.850000
SKF B 5 -1.510000 976.500000 -1.500000 -0.150000 978.000000
Hoist Finance 36 0.720000 1006.200000 -1.800000 -0.180000 1008.000000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Vitrolife 3 -1.580000 672.000000 -5.000000 -0.740000 677.000001
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Investor B 3 -1.030000 648.000000 -10.000000 -1.520000 657.999999
VEF 788 -1.080000 1883.320000 -14.180000 -0.750000 1897.504000
Balco Group 39 -2.220000 1803.750000 -71.250000 -3.800000 1874.999997
Sedana Medical 93 -2.890000 2624.460000 -359.120000 -12.040000 2983.577733
TOTAL 45257.210000 -320.380000 -4.35054% 45577.591729

Updated:¶

'2023-06-19 11:01:54.427653'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶